You never know when you’ll want to grab a lot of files at once or how much time you’ll have to do it. You may only have a window of 5 minutes before the connection will be closed on you and these files may never be accessible again.
In this tutorial, I go over how to run a basic Python script (included here, more information here) for the purpose of downloading the entire archive of a mailing list.
See also: How to Encrypt & Decrypt Any File On Your System (Video Tutorial)
You could take the same concepts used in the Python script and utilize them to do more advanced forms of file-getting. If you did not have direct knowledge of which files you were trying to get, you could create a function that locates them by file type, or size, or what have you. All of those things are easily achievable through Python.
More on wget here.